+41.6%
MO vs GLDM
-1.4%
+43.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.3% |
| 7D | -0.8% | +2.9% | -3.6% | -0.3% |
| 30D | +6.5% | -3.9% | +10.4% | +5.9% |
| 3M | +18.3% | -8.1% | +26.5% | +16.8% |
| 6M | +15.6% | -14.7% | +30.3% | +14.3% |
| YTD | +38.8% | -6.6% | +45.4% | +35.2% |
| 1Y | +41.6% | -2.1% | +43.7% | +38.3% |
| All | +41.6% | -1.4% | +43.0% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling